public void MakeSureThatPricingCategoriesAreWorking()
{
var mgr = new DatawarehouseManager();
// some equity requests
var fieldList = "BDVD_NEXT_EST_EX_DT,BDVD_PROJ_DIV_AMT,DVD_CRNCY,VOLATILITY_10D_CALC,VOLATILITY_180D_CALC,VOLATILITY_200D_CALC,VOLATILITY_260D_CALC,VOLATILITY_30D_CALC,VOLATILITY_360D_CALC,VOLATILITY_60D_CALC,VOLATILITY_90D_CALC";
Assert.AreEqual(1, Convert.ToInt16(mgr.RequiresBloombergLicenseSecurityMaster(fieldList, false)));
Assert.AreEqual(1, Convert.ToInt16(mgr.RequiresBloombergLicenseDerivedDataEod(fieldList)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicensePricingDataEod(fieldList)));
Assert.AreEqual(1, Convert.ToInt16(mgr.RequiresBloombergLicenseEstimates(fieldList)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicenseCreditRisk(fieldList)));
fieldList = "COUNTRY,EQY_SH_OUT_REAL,ID_ISIN";
Assert.AreEqual(1, Convert.ToInt16(mgr.RequiresBloombergLicenseSecurityMaster(fieldList, false)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicenseDerivedDataEod(fieldList)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicensePricingDataEod(fieldList)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicenseEstimates(fieldList)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicenseCreditRisk(fieldList)));
fieldList = "ID_BB_GLOBAL,NAME,SECURITY_TYP,ID_BB_ULTIMATE_PARENT_CO,ID_BB_ULTIMATE_PARENT_CO_NAME";
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicenseSecurityMaster(fieldList, false)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicenseDerivedDataEod(fieldList)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicensePricingDataEod(fieldList)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicenseEstimates(fieldList)));
Assert.AreEqual(1, Convert.ToInt16(mgr.RequiresBloombergLicenseCreditRisk(fieldList)));
fieldList = "ID_BB_GLOBAL,NAME,SECURITY_TYP,ID_BB_ULTIMATE_PARENT_CO,ULT_PARENT_CNTRY_INCORPORATION";
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicenseCreditRisk(fieldList)));
fieldList = " PX_LAST,PX_BID,PX_ASK, QUOTE_TYP,PX_YEST_CLOSE,PX_CLOSE_2D ";
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicenseSecurityMaster(fieldList, false)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicenseDerivedDataEod(fieldList)));
Assert.AreEqual(1, Convert.ToInt16(mgr.RequiresBloombergLicensePricingDataEod(fieldList)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicensePricingDataIntraday(fieldList, true)));
Assert.AreEqual(1, Convert.ToInt16(mgr.RequiresBloombergLicensePricingDataIntraday(fieldList, false)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicenseEstimates(fieldList)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicenseCreditRisk(fieldList)));
fieldList = "BDVD_NEXT_EST_EX_DT,BDVD_PROJ_DIV_AMT,DVD_CRNCY,ID_ISIN,VOLATILITY_10D_CALC,VOLATILITY_180D_CALC,VOLATILITY_200D_CALC,VOLATILITY_260D_CALC,VOLATILITY_30D_CALC,VOLATILITY_360D_CALC,VOLATILITY_60D_CALC,VOLATILITY_90D_CALC";
Assert.AreEqual(1, Convert.ToInt16(mgr.RequiresBloombergLicenseDerivedDataEod(fieldList)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicensePricingDataIntraday(fieldList, true)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicensePricingDataIntraday(fieldList, false)));
Assert.AreEqual(0, Convert.ToInt16(mgr.RequiresBloombergLicensePricingDataEod(fieldList)));
fieldList = "PX_LAST,PX_LAST_Eod,PX_BID,PX_ASK, QUOTE_TYP,PX_YEST_CLOSE,PX_CLOSE_2D";
Assert.IsFalse(mgr.RequiresBloombergLicensePricingDataIntraday(fieldList, true));
Assert.IsTrue(mgr.RequiresBloombergLicensePricingDataEod(fieldList));
fieldList = "EQY_SH_OUT_REAL,INDUSTRY_SECTOR,COUNTRY_FULL_NAME,SSR_LIQUIDITY_INDICATOR,PX_LAST,PX_LAST_Eod,PX_BID,PX_ASK, QUOTE_TYP,PX_YEST_CLOSE,PX_CLOSE_2D ";
Assert.IsTrue(mgr.RequiresBloombergLicensePricingDataIntraday(fieldList, false));
Assert.IsFalse(mgr.RequiresBloombergLicensePricingDataIntraday(fieldList, true));
fieldList = "ULT_PARENT_CNTRY_DOMICILE, COUNTRY";
Assert.IsTrue(mgr.RequiresBloombergLicenseSecurityMaster(fieldList, false));
Assert.IsFalse(mgr.RequiresBloombergLicenseSecurityMaster(fieldList, true));
fieldList = "EQY_SH_OUT_REAL,ID_ISIN,ULT_PARENT_CNTRY_DOMICILE, COUNTRY";
Assert.IsFalse(mgr.RequiresBloombergLicenseSecurityMaster(fieldList, true));
}
private static void Main(string[] args)
{
Utils.Logger.Info("Starting process");
Utils.Logger.Info("Database connection string: {0} ", ConfigurationManager.ConnectionStrings["BloombergConnectionString"].ToString());
try
{
var mgr = new DatawarehouseManager();
Utils.SetLoggerClassName(args[0]);
if (args[0].ToUpper() == "PM")
{
var T = DateTime.Now.Date;
if (args.Length == 2)
{
T = DateTime.Parse(args[1]);
}
Utils.Logger.Info("Running EOD for: {0}", T.ToString(CultureInfo.InvariantCulture));
//fill with tickers from T positions
Utils.Logger.Info(string.Format("{0}: GetLiveTickersUsingBergConsumerSqls", DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss")));
var tickers = mgr.GetLiveTickersUsingBergConsumerSqls(T);
Utils.Logger.Info(string.Format("{0}: InsertTickersIntoDatawarehouse", DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss")));
mgr.InsertTickersIntoDatawarehouse(tickers, T);
//recreate datawarehouse - categorise tor long types for all tickers in datawarehouse
Utils.Logger.Info(string.Format("{0}: CategoriseBergTickersIntoTorontoAssetTypes", DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss")));
mgr.CategoriseBergTickersIntoTorontoAssetTypes(T);
//upload tickers to toronto
Utils.Logger.Info(string.Format("{0}: UploadTickersToToronto", DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss")));
Utils.DbController.ExecuteNonQuery(File.ReadAllText("Sql\\UploadTickersToToronto.sql").Replace("{Position_Date}", T.ToString("ddMMMyyyy")));
}
else if (args[0].ToUpper() == "AM")
{
var tminus1 = new DateUtils().PreviousWorkDay(DateTime.Now.Date);
//download from tor for T-1
Utils.Logger.Info(string.Format("{0}: DownloadDataFromToronto", DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss")));
Utils.DbController.ExecuteNonQuery(File.ReadAllText("Sql\\DownloadDataFromToronto.sql").Replace("{Position_Date}", tminus1.ToString("ddMMMyyyy")));
//enrich datawarehouse entries for T-1
Utils.Logger.Info(string.Format("{0}: EnrichDatawarehouse", DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss")));
Utils.DbController.ExecuteNonQuery(File.ReadAllText("sql\\EnrichDatawarehouse.sql").Replace("{Position_Date}", tminus1.ToString("ddMMMyyyy")));
//ready for use!
}
else if (args[0].ToUpper() == "ENRICH")
{
var tminus1 = new DateUtils().PreviousWorkDay(DateTime.Now.Date);
if (args.Length == 2)
{
tminus1 = DateTime.Parse(args[1]);
}
var dw = new DatawarehouseManager();
if (dw.HasBeenEnrichedForDate(tminus1))
{
Utils.Logger.Info("EnrichDatawarehouse - doing nothing - already enriched: {0:ddMMMyyyy}", tminus1);
}
else
{
if (dw.DataAvailableInAllPricingViews(tminus1))
{
Utils.Logger.Info("EnrichDatawarehouse - starting: {0:ddMMMyyyy}", tminus1);
Utils.DbController.ExecuteNonQuery(File.ReadAllText("sql\\EnrichDatawarehouse.sql").Replace("{Position_Date}", tminus1.ToString("ddMMMyyyy")));
Utils.Logger.Info("EnrichDatawarehouse - completed: {0:ddMMMyyyy}", tminus1);
Utils.Logger.Info("Calculating usage costs - writing to table CostReportActual - starting: {0:ddMMMyyyy}", tminus1);
mgr.RunCostReportActual(tminus1);
Utils.Logger.Info("Calculating usage costs - writing to table CostReportActual - completed: {0:ddMMMyyyy}", tminus1);
CheckData(tminus1);
}
else
{
Utils.Logger.Info("EnrichDatawarehouse - doing nothing - not all required data is ready: {0:ddMMMyyyy}", tminus1);
}
}
}
else if (args[0].ToUpper() == "COSTS")
{
var tminus1 = new DateUtils().PreviousWorkDay(DateTime.Now.Date);
if (args.Length == 2)
{
tminus1 = DateTime.Parse(args[1]);
}
mgr.RunCostReportActual(tminus1);
}
else if (args[0].ToUpper() == "DOWNLOAD")
{
var tminus1 = new DateUtils().PreviousWorkDay(DateTime.Now.Date);
if (args.Length == 2)
{
tminus1 = DateTime.Parse(args[1]);
}
//download from tor for T-1
var dw = new DatawarehouseManager(); var toronto = new TorontoViewManager();
foreach (var torView in toronto.ListOfTorontoViews())
{
Utils.Logger.Info("Checking for work to be done on {0} for date {1:ddMMMyyyy}", torView, tminus1);
if (!dw.HasDataInWarehouseTableForDate(torView.Replace("ve_", "TorView"), tminus1) &&
toronto.DataIsReadyInViewForDate(torView, tminus1))
{
Utils.Logger.Info("DOWNLOAD starting ... {0} for date {1:ddMMMyyyy}", torView, tminus1);
Utils.DbController.ExecuteNonQuery(
File.ReadAllText(string.Format("Sql\\DownloadDataFromToronto.{0}.sql", torView.Replace("ve_", "TorView")))
.Replace("{Position_Date}", tminus1.ToString("ddMMMyyyy")));
Utils.Logger.Info("DOWNLOAD completed ... {0} for date {1:ddMMMyyyy}", torView, tminus1);
}
else
{
Utils.Logger.Info("Doing nothing - already have data or data not yet available ... {0} for date {1:ddMMMyyyy}", torView, tminus1);
}
}
}
else if (args[0].ToUpper() == "GETTICKERS")
{
var T = DateTime.Now.Date;
if (args.Length == 2)
{
T = DateTime.Parse(args[1]);
}
//fill with tickers from T positions
Utils.Logger.Info(string.Format("{0}: GetLiveTickersUsingBergConsumerSqls", DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss")));
var tickers = mgr.GetLiveTickersUsingBergConsumerSqls(T);
Utils.Logger.Info(string.Format("{0}: InsertTickersIntoDatawarehouse", DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss")));
mgr.InsertTickersIntoDatawarehouse(tickers, T);
}
else if (args[0].ToUpper() == "UPLOAD")
{
var T = DateTime.Now.Date;
//upload tickers to toronto
Utils.Logger.Info(string.Format("{0}: UploadTickersToToronto", DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss")));
Utils.DbController.ExecuteNonQuery(File.ReadAllText("Sql\\UploadTickersToToronto.sql").Replace("{Position_Date}", T.ToString("ddMMMyyyy")));
}
else if (args[0].ToUpper() == "CATEGORISE")
{
var T = DateTime.Now.Date;
if (args.Length == 2)
{
T = DateTime.Parse(args[1]);
}
//recreate datawarehouse - categorise tor long types for all tickers in datawarehouse
Utils.Logger.Info(string.Format("{0}: CategoriseBergTickersIntoTorontoAssetTypes", DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss")));
mgr.CategoriseBergTickersIntoTorontoAssetTypes(T);
}
else if (args[0].ToUpper() == "CHECK")
{
var tminus1 = new DateUtils().PreviousWorkDay(DateTime.Now.Date);
if (args.Length == 2)
{
tminus1 = DateTime.Parse(args[1]);
}
CheckData(tminus1);
}
}
catch (Exception ex)
{
Utils.Logger.Error("Stopping process with error: {0}", ex.ToString());
}
finally
{
Utils.Logger.Info("Process end.");
}
}